Hi everyone
I have been trying to estimate a Heckman but I�m having problems with the
procedure implemantation in Stata. When I estimate Heckman by two different
equations: first probit (work/ not work) and than after a regress (wage)
with the mills that I got from the probit; I get different results that when
I estimate heckman twosteps with only one procedure (command "heckamn"). The
two different rotines are below, if anyone can tell me what is going wrong I
appreciate.
Thanks, Natalia
Rotine 1:
gen hheck= ln_rend
replace hhec=. if hheck==0
probit trab rpcf2
predict phat if e(sample), xb
gen mills = exp(-0.5*phat*phat)/(sqrt(2*_pi)*normprob(phat))
reg hheck esc exp mills if e(sample)
Rotine 2:
gen hheck= ln_rend
replace hhec=. if hheck==0
heckman hheck esc exp, select (trab rpcf2) twostep
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